Time Series Analysis Software

Performing Time Series Analysis with GMDH Shell

Time series analysis is a powerful data analysis method. A time series is sequential samples of data measured one by one at fixed time intervals. Time series analysis aims to uncover specific patterns in these data to forecast future values basing on previously observed ones. This approach has many applications: financial forecasting, electricity load forecasting, business forecasting, stock market forecasting and so on.

GMDH Shell implements heavily modified and improved version of the classic GMDH algorithm developed in late sixties in XX century. Unlike the classic Group Method of Data Handling algorithm, GMDH Shell software uses gradually complicating models to describe the given historical data. Every such model is checked if it fits the previously gained data values, and then GMDH Shell calculates the prediction strength of the model and decides whether to build the next model or not.

Not only does GMDH Shell provide high-speed analysis and accurate forecasting, it also features comprehensive data-manager tool for quick entering of input data, rich visualization capabilities and numerous templates ready for instant analysis with your own data.

GMDH Shell takes the most of your system to perform time series analysis in minimum time. The support for multiple processors, multi-core processors and HyperThreading technology allows the program to execute parallel computation and achieve precise forecasting results within impressively low time gaps. For example, a dataset of about 200,000 rows is analyzed in merely 37 minutes.

Overall, GMDH Shell is certainly one of the most powerful time series analysis software on the market. With it, financial forecasting, forex forecasting or demand planning become much easier. The interface of the program isn’t overloaded with excessive details, so even a low experienced user can quickly begin using it.

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Time Series Analysis Resources:

• Wikipedia Article on Time series
• Handbook of Statistical Methods: Introduction to Time Series Analysis
• Article on Time Series Analysis (PDF)
• Time Series Analysis: The Basics
• MIT OpenCourseWare: Time Series Analysis

About GMDH Shell

GMDH Shell is a forecasting software, developed by Geos Research Group, that enables users of all types to easily and accurately forecast their data.

You can download GMDH Shell Free Edition and try Professional Edition free for 7 days. Additionally, we will be happy to create a demo project with your own data for you. This way you will be able to test and evaluate GMDH Shell’s performance with minimum efforts, at the same time reviewing your own data, not on a random sample.

Feel free to contact us, if you have any additional questions, we will be happy to answer.

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